Log-fractional stable processes
From MaRDI portal
Publication:750003
DOI10.1016/0304-4149(88)90093-2zbMath0713.60049OpenAlexW1980605151WikidataQ127941111 ScholiaQ127941111MaRDI QIDQ750003
Wim Vervaat, Makoto Maejima, Yuji Kasahara
Publication date: 1988
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(88)90093-2
Infinitely divisible distributions; stable distributions (60E07) Self-similar stochastic processes (60G18) Foundations of stochastic processes (60G05)
Related Items (12)
Ruin probability with claims modeled by a stationary ergodic stable process. ⋮ The structure of self-similar stable mixed moving averages ⋮ \((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments ⋮ On fractional stable processes and sheets: white noise approach ⋮ Infinite divisibility for stochastic processes and time change ⋮ The asymptotic codifference and covariation of log-fractional stable noise ⋮ Two classes of self-similar stable processes with stationary increments ⋮ AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES ⋮ Remembering Wim Vervaat ⋮ Long range dependence for stable random processes ⋮ On extremal theory for self-similar processes ⋮ The asymptotic dependence structure of the linear fractional Lévy motion
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sample path properties of self-similar processes with stationary increments
- Weighted sums of i.i.d. random variables attracted to integrals of stable processes
- Prediction of stable processes: Spectral and moving average representations
- A remark on self-similar processes with stationary increments
- Infinite variance self-similar processes subordinate to a poisson measure
- A limit theorem related to a new class of self similar processes
- Semi-Stable Stochastic Processes
This page was built for publication: Log-fractional stable processes
